+910.6%
QCOM vs ITOT
+883.6%
+27.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.2% |
| 7D | +2.0% | -0.8% | +2.7% | +3.2% |
| 30D | +1.2% | -2.0% | +3.3% | +4.4% |
| 3M | +9.1% | -1.5% | +10.7% | +12.0% |
| 6M | -25.0% | +3.3% | -28.3% | -26.4% |
| YTD | +4.8% | +12.5% | -7.6% | -6.3% |
| 1Y | +3.6% | +12.6% | -9.0% | -7.4% |
| 3Y | +51.5% | +78.6% | -27.2% | -16.7% |
| 5Y | +19.7% | +67.0% | -47.3% | -26.7% |
| 10Y | +245.8% | +292.0% | -46.2% | -8.9% |
| All | +910.6% | +883.6% | +27.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling